A new alternating direction method for solving separable variational inequality problems
A new alternating direction method for solving separable variational inequality problems
The alternating direction methods are attractive for solving separable variational inequality problems, which solve the original large-scale problems via solving a series of small-scale problems. However, the two subproblems solved per iteration are still variational inequality problems, which are structurally as difficult to solve as the original problems. In this …